This article by John Howard is priceless. Windows XP SP2 configures the firewall settings so that remote desktop is unacessible. My wife installed a fresh OS today and wanted to TS (which is a slang from Remote Desktop) from home but instead she had to drive to work and phisically be at the computer console to enable the port. Now, thanks to John, we are through with that little inconvenience.
Summary: get psexec utility from SysInternals. Then psexec <yourmachine> cmd, followed by netsh firewall set portopening protocol=TCP port=3389 name=TS mode=ENABLE profile=DOMAIN